Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381318.6411 | 428634.773 | -47316.1318 | -84882.2903 | -25556.0445 | -59326.2458 |
Total P&L (%) | 381.3186 | 428.6348 | -47.3161 | -84.8823 | -25.556 | -59.3262 |
Avg Daily Profit (%) | 0.1642 | 0.1846 | -0.0204 | -0.0813 | -0.0127 | -0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252197 | -167897 | -433076 | -152166 | -104803 | -143907 |
Profit Factor | 1.1073 | 1.2465 | 0.974 | 0.8847 | 0.9363 | 0.8228 |
Total Trades | 1017 | 509 | 508 | 1017 | 509 | 508 |
Winning Trades | 509 | 251 | 258 | 509 | 251 | 258 |
Losing Trades | 508 | 258 | 250 | 508 | 258 | 250 |
Profitability (%) | 50.0492 | 49.3124 | 50.7874 | 50.0492 | 49.3124 | 50.7874 |
Ratio Avg Win / Avg Loss | 1.1051 | 1.2813 | 0.9438 | 0.8829 | 0.9624 | 0.7973 |
Largest Winning Trade | 81956 | 81956 | 47201 | 36988 | 36988 | 18583 |
Largest Losing Trade | -60289 | -29096 | -60289 | -30789 | -30789 | -17015 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 13840 | 6922 | 6918 | 13840 | 6922 | 6918 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89259 | 337011 | -578299 | -574803 | -578663 | -578299 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13930, "evaluation_days": 2321.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560384000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979206309, "expiration_time": 1765985760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.79499 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 381318.6411194525, 428634.7729579789, -47316.1318385264, -84882.2903113392, -25556.0445343025, -59326.2457770369 ], [ 381.318641, 428.634773, -47.316132, -84.88229, -25.556045, -59.326246 ], [ 0.164243, 0.184623, -0.02038, -0.081344, -0.012711, -0.03874 ], [ 10, 10, 10, 10, 10, 10 ], [ -252197, -167897, -433076, -152166, -104803, -143907 ], [ 1.107253, 1.246544, 0.973955, 0.884675, 0.936305, 0.822804 ], [ 1017, 509, 508, 1017, 509, 508 ], [ 509, 251, 258, 509, 251, 258 ], [ 508, 258, 250, 508, 258, 250 ], [ 50.049164, 49.312377, 50.787402, 50.049164, 49.312377, 50.787402 ], [ 1.105078, 1.281308, 0.943755, 0.882937, 0.962417, 0.797291 ], [ 81956, 81956, 47201, 36988, 36988, 18583 ], [ -60289, -29096, -60289, -30789, -30789, -17015 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13840, 6922, 6918, 13840, 6922, 6918 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -89259, 337011, -578299, -574803, -578663, -578299 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13930, "evaluation_days": 2321.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560384000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759979206309, "expiration_time": 1765985760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.79499 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|